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Novikov Aleksandr Aleksandrovich
(recent publications)
| by years | scientific publications | by types |

1. N. E. Kordzakhia, A. A. Novikov, “On maximal inequalities for Ornstein–Uhlenbeck processes with jumps”, Teoriya veroyatn. i ee primen., 66:4 (2021), 895–913  mathnet  crossref  mathscinet  zmath;  crossref  mathscinet  zmath  scopus

2. Alexander Gushchin, Nino Kordzakhia, Alexander Novikov, “Translation invariant statistical experiments with independent increments”, Stat. Inference Stoch. Process., 21:2 (2018), 363–383  mathnet  crossref  mathscinet  scopus (cited: 1)
3. Nino E. Kordzakhia, Yury A. Kutoyants, Alexander A. Novikov, Lin-Yee Hin, “On limit distributions of estimators in irregular statistical models and a new representation of fractional Brownian motion”, Statist. Probab. Lett., 139 (2018), 141–151  mathnet  crossref  mathscinet  isi (cited: 2)  scopus (cited: 2)
4. Konstantin Borovkov, Yuliya Mishura, Alexander Novikov, Mikhail Zhitlukhin, “New and refined bounds for expected maxima of fractional Brownian motion”, Statist. Probab. Lett., 137 (2018), 142–147  mathnet  crossref  mathscinet  isi (cited: 3)  scopus (cited: 2)

5. Konstantin Borovkov, Yuliya Mishura, Alexander Novikov, Mikhail Zhitlukhin, “Bounds for expected maxima of Gaussian processes and their discrete approximations”, Stochastics, 89:1 (2017), 21–37  mathnet  crossref  mathscinet  isi (cited: 11)  isi (cited: 11)  elib  scopus (cited: 12)
6. Nino Kordzakhia, Alexander Novikov, Bernard Ycart, “Approximations for weighted Kolmogorov–Smirnov distributions via boundary crossing probabilities”, Stat. Comput., 27 (2017), 1513 , 1523 pp.  mathnet  crossref  mathscinet  isi (cited: 1)  elib  scopus (cited: 5)
7. A. A. Novikov, S. Alexander, N. E. Kordzahiya, T. Ling, “Pricing of asian-type and basket options via bounds”, Theory Probab. Appl., 61:1 (2017), 94–106  mathnet  crossref  crossref  mathscinet  zmath  isi (cited: 1)  elib  elib  scopus

8. A. Novikov, A. N. Shiryaev, “Discussion on “Sequential Estimation for Time Series Models” by T. N. Sriram and Ross Iaci”, Sequential Anal., 33:2 (2014), 182–185  mathnet  crossref  mathscinet  zmath  isi (cited: 1)  scopus (cited: 1)
9. A. A. Novikov, N. E. Kordzahia, “Lower and upper bounds for prices of Asian-type options”, Proc. Steklov Inst. Math., 287:1 (2014), 225–231  mathnet  crossref  crossref  isi (cited: 6)  elib (cited: 4)  elib (cited: 4)  scopus (cited: 6)

10. A. Novikov, A. Shiryaev, “Remarks on moment inequalities and identities for martingales”, Statist. Probab. Lett., 83:4 (2013), 1260–1261  mathnet  crossref  mathscinet  zmath  isi  elib  scopus

11. A. A. Novikov, N. E. Kordzahiya, T. Ling, “On moments of Pitman estimators: the case of fractional Brownian motion”, Theory Probab. Appl., 58:4 (2014), 601–614  mathnet  crossref  crossref  mathscinet  isi (cited: 8)  elib  elib

12. U. Çetin, A. Novikov, A. N. Shiryaev, “Bayesian sequential estimation of a drift of fractional Brownian motion”, Sequential Anal., 32:3 (2013), 288–296  mathnet  crossref  mathscinet  zmath  isi (cited: 10)  scopus (cited: 13)
13. A. A. Novikov, N. E. Kordzakhia, “Pitman estimators: an asymptotic variance revisited”, Theory Probab. Appl., 57:3 (2013), 521–529  mathnet  crossref  crossref  mathscinet  isi (cited: 5)  elib (cited: 1)  elib (cited: 1)  scopus (cited: 5)

14. S. Christensen, A. Irle, A. Novikov, “An elementary approach to optimal stopping problems for $\mathrm{AR}(1)$ sequences”, Sequential Anal., 30:1 (2011), 79–93  crossref  mathscinet  zmath  isi (cited: 11)  elib (cited: 7)  scopus (cited: 11)

15. G. Mititelu, Y. Areepong, S. Sukparungsee, A. Novikov, “Explicit analytical solutions for average run length of CUSUM and EWMA charts”, East-West J. Math., 2010, no. Special Vol., 253–265  mathscinet  zmath
16. R. Liptser, A. Novikov, A. G. Tartakovsky, “Celebrating Albert Shiryaev's 75th anniversary”, Sequential Anal., 29:2 (2010), 107–111  crossref  mathscinet  scopus
17. J. Hinz, A. Novikov, “On fair pricing of emission-related derivatives”, Bernoulli, 16:4 (2010), 1240–1261  crossref  mathscinet  zmath  isi (cited: 12)  scopus (cited: 10)
18. K. A. Borovkov, A. N. Downes, A. A. Novikov, “Continuity theorems in boundary crossing problems for diffusion processes”, Contemporary quantitative finance, Springer, Berlin, 2010, 335–351  crossref  mathscinet  zmath

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